+15,172.7%
INTC vs VSH
+1,674.8%
+13,497.9%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.4% | +0.1% | +2.8% |
| 7D | +7.1% | +4.1% | +3.0% | +5.4% |
| 30D | -5.2% | -4.2% | -1.0% | -3.8% |
| 3M | -14.3% | -50.0% | +35.7% | +11.1% |
| 6M | +110.2% | +80.2% | +30.0% | +66.1% |
| YTD | +159.6% | +121.1% | +38.5% | +90.4% |
| 1Y | +289.3% | +112.0% | +177.3% | +189.1% |
| 3Y | +166.1% | +22.5% | +143.5% | +133.1% |
| 5Y | +94.4% | +64.0% | +30.3% | +52.2% |
| 10Y | +227.7% | +170.4% | +57.3% | +106.0% |
| All | +15,172.7% | +1,674.8% | +13,497.9% | +4,582.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling